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Franklin Intelligent Machines ETF (IQM) Sharpe Ratio: 2.06

ETF · Currency in USD · Last updated Jun 10, 2026

IQM is an actively managed ETF by Franklin Templeton. IQM launched on Feb 25, 2020 and has a 0.50% expense ratio.

IQM's Sharpe Ratio of 2.06 indicates that for each unit of volatility, it generates 2.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 10, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IQM Sharpe Ratio Rank

IQM Sharpe Ratio Rank: 72.773
Above Average

IQM ranks above 72.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

IQM Sharpe Ratio Market Positioning

The chart shows IQM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.78 or lower
  • Yellow zone (middle 50%): 0.78 to 2.09
  • Green zone (top 25%): 2.09 or higher
  • Top 1%: 7.21+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Franklin Intelligent Machines ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how IQM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 10, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DARPGrizzle Growth ETF2.83
HLALWahed FTSE USA Shariah ETF2.63
NACPImpact Shares NAACP Minority Empowerment ETF2.60
FDRRFidelity Dividend ETF for Rising Rates2.50
FMTMMarketDesk Focused U.S. Momentum ETF2.48
DLNWisdomTree US LargeCap Dividend ETF2.43
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.42
VEGNUS Vegan Climate ETF2.41
DGROiShares Core Dividend Growth ETF2.39
RFDARiverFront Dynamic US Dividend Advantage ETF2.37
IQMFranklin Intelligent Machines ETF2.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IQM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IQM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IQM fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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